A scheduled macroeconomic release. Prints that miss their forecast tend to move related markets sharply in the minutes around the release, which is why a validation run that straddles the window is hard to compare with a backtest that never saw it.
| Date (UTC) | Actual | Forecast | Previous | Surprise |
|---|---|---|---|---|
| 12 Sep 2026, 09:00 | — | — | -340BCNY | — |
| 14 Aug 2026, 08:30 | -340BCNY | 45BCNY | 1610BCNY | -385 |
| 15 Jul 2026, 07:00 | 1610BCNY | 2000BCNY | 520BCNY | -390 |
| 12 Jun 2026, 09:00 | 520BCNY | 550BCNY | -10BCNY | -30 |
| 14 May 2026, 09:00 | -10BCNY | 300BCNY | 2990BCNY | -310 |
| 13 Apr 2026, 09:00 | 2990BCNY | 3400BCNY | 900BCNY | -410 |
| 13 Mar 2026, 09:15 | 900BCNY | 979BCNY | 4710BCNY | -79 |
| 13 Feb 2026, 09:00 | 4710BCNY | 5000BCNY | 910BCNY | -290 |
| 15 Jan 2026, 07:30 | 910BCNY | 800BCNY | 390BCNY | +110 |
| 12 Dec 2025, 09:00 | 390BCNY | — | 220BCNY | — |
| 13 Nov 2025, 09:00 | 220BCNY | 500BCNY | 1290BCNY | -280 |
| 15 Oct 2025, 09:00 | 1290BCNY | 1472BCNY | 590BCNY | -182 |
Surprise is actual minus forecast, in the indicator's own units. It is what happened, not a prediction.
Spreads widen and fills slip in the minutes around a scheduled release, which distorts a validation run's entry prices. Treat forward results that straddle this window with care — they are not comparable to a backtest that never saw it.
High-impact releases are posted to the channel 15 minutes ahead, and again with the actual figure once it prints.